12/02/2018
Dear Giampaolo
Do you want to learn more about Economic Scenario Generators (ESG)
because you deal with one or more applications of those?
If so, please remember, that the early-bird registration deadline
for the EAA seminar "An Introduction to Economic Scenario
Generators and their Validation", organised in co-operation with
the Instituto de Actuarios Españoles on 12/13 April 2018 in Madrid,
is approaching.
In the seminar, we begin by describing random number simulation
techniques, which underpin ESG work. We also talk about variance
reduction techniques, which improve the efficiency / the precision
of stochastic modelling. We move on to discuss risk-neutral equity
modelling and interest rate modelling. We conclude our program on
day 1 by considering real-world scenario generation.
On day 2, we talk about ESG validation aspects before moving on to
the ESG applications. First, we introduce the ESG Rebasing
technology, which allows the users to produce univariate and
combined stress scenarios by recycling their baseline ESG package.
We continue by discussing a case study of a UK Internal Model Firm,
which has implemented Daily Solvency Monitoring to operationalize
their Solvency II calculations for risk management purposes.
Please make sure to safe your place at the early-bird rate of €
790.00 plus 21 % VAT which is valid until 12 February only. After
this date, the fee will be € 970.00 plus 21 % VAT.
You may find all additional information in this print version as well as on
our website where you will find the
registration forms. An overview on other upcoming events can be downloaded as well.
If you have any questions, please do not hesitate to contact
us.
Best regards and we hope to be able to welcome you onsite.
Susanne Kade
Event Coordinator/Executive Assistant
EAA - European Actuarial Academy GmbH
Hohenstaufenring 47 - 51
50674 Cologne
GERMANY
Phone +49 221 912554-342f
Fax +49 221 912554-9341
www.actuarial-academy.com